Search All of the Math Forum:

Views expressed in these public forums are not endorsed by NCTM or The Math Forum.

Notice: We are no longer accepting new posts, but the forums will continue to be readable.

Topic: Simulation for the standard deviation
Replies: 27   Last Post: Mar 1, 2013 7:30 AM

 Messages: [ Previous | Next ]
 Ray Koopman Posts: 3,383 Registered: 12/7/04
Re: Simulation for the standard deviation
Posted: Feb 28, 2013 12:35 AM

On Feb 27, 5:13 am, Cristiano <cristi...@NSgmail.com> wrote:
> On 27/02/2013 9:09, Ray Koopman wrote:
>

>> The variance of the unbiased sample variance in samples of size n
>> from a Uniform(0,1) distribution is (2n+3)/(360n(n-1)). For n = 2
>> this reduces to 7/720 = .0097222... .

>
> But how can I use that formula to calculate the p-value for
> Var[s^2]? I should know the CDF of Var[s^2], right?

You can get a p-value when n = 2, in which case sd = range/sqrt(2)
and you can take advantage of the fact that we know the cdf of the
range. Otherwise, unless someone can point you to the cdf of the sd
(or, more likely, the variance), you'll have to get a Monte Carlo
estimate of the p-value.

Date Subject Author
2/20/13 Cristiano
2/21/13 Richard Ulrich
2/21/13 Cristiano
2/21/13 Richard Ulrich
2/22/13 Cristiano
2/22/13 Richard Ulrich
2/21/13 Ray Koopman
2/22/13 Ray Koopman
2/22/13 Cristiano
2/22/13 Ray Koopman
2/23/13 Cristiano
2/23/13 Ray Koopman
2/23/13 Cristiano
2/24/13 Cristiano
2/24/13 Ray Koopman
2/24/13 Cristiano
2/25/13 Ray Koopman
2/25/13 Cristiano
2/25/13 Ray Koopman
2/25/13 David Jones
2/26/13 Cristiano
2/26/13 David Jones
2/27/13 Ray Koopman
2/27/13 Cristiano
2/28/13 Ray Koopman
2/28/13 Cristiano
2/28/13 Ray Koopman
3/1/13 Cristiano